Commit Graph
388 Commits
Author SHA1 Message Date
Justin Gu 462779b47d Merge branch 'main' of https://github.com/handsomejustin/easy_tdx
# Conflicts:
#	README.md
#	examples/01_connection/async_connect.py
#	examples/02_market_info/market_stat.py
#	examples/02_market_info/security_list.py
#	examples/02_market_info/security_list_all.py
#	examples/02_market_info/security_quotes.py
#	examples/03_kline/index_bars.py
#	examples/03_kline/security_bars.py
#	examples/04_minute/history_minute_data.py
#	examples/04_minute/minute_time_data.py
#	examples/05_transaction/history_transaction.py
#	examples/05_transaction/transaction_data.py
#	examples/06_finance/company_info.py
#	examples/06_finance/finance_info.py
#	examples/06_finance/price_limits.py
#	examples/06_finance/xdxr_info.py
#	examples/07_block/block_info.py
#	examples/08_fund_flow/fund_flow.py
#	examples/08_fund_flow/history_fund_flow.py
#	examples/09_file_download/report_file.py
#	pyproject.toml
#	src/easy_tdx/client.py
2026-05-23 00:30:56 +08:00
GitHubandClaude Opus 4.7 4820b4a049 feat: v1.1.0 - MAC protocol, CLI tool, extended markets, unified client
- Add MacClient/AsyncMacClient with full MAC protocol support (quotes, kline
  with adjustment, tick charts, transactions, boards, capital flow, auction,
  unusual, symbol info, server info)
- Add MacExClient/AsyncMacExClient for extended markets (HK, US, futures)
- Add UnifiedTdxClient auto-routing between A-share and extended markets
- Add `easy-tdx` CLI tool with JSON default output, Agent-friendly
- Add field bitmap protocol for custom quote field selection
- Fix quote-list missing fields (default to BASIC+VOLUME preset)
- Add config.py with centralized host management and auto-discovery
- Add 50+ examples covering all APIs (01-20)
- Rewrite README with CLI-first, Agent-friendly documentation
- Bump version to 1.1.0

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-22 22:44:45 +08:00
GitHubandClaude Opus 4.7 67a0415c38 chore: remove uv.lock and add to .gitignore
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-22 13:25:15 +08:00
GitHubandClaude Opus 4.7 0e8eba0cfd chore: remove .omc directory from tracking and add to .gitignore
Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-22 13:14:45 +08:00
Justin Gu d7547f7c4c docs: update README to reflect merged datetime fields in DataFrame output 2026-05-22 04:22:27 +08:00
Justin Gu f693cbe218 docs: update README to reflect merged datetime fields in DataFrame output 2026-05-22 04:22:27 +08:00
Justin Gu 02701952ca feat: merge datetime fields in DataFrame output, hide MinuteBar internal fields
- K-line: daily+ periods output 'date' only, minute periods output 'datetime'
- Transactions (tick-by-tick): combine date param + hour/minute into 'datetime'
- XdxrRecord, HistoricalFundFlow: year/month/day merged to 'date'
- MinuteBar: rename unknown_1 to _unknown_1 (hidden from DataFrame)
- MinuteBar: add datetime column computed from bar index (A-share 240-bar pattern)
- get_minute_time_data: use history endpoint only (current-day endpoint broken in pytdx too)
- Update all examples to reflect new DataFrame column names
2026-05-22 04:19:07 +08:00
Justin Gu 00825eb24a feat: merge datetime fields in DataFrame output, hide MinuteBar internal fields
- K-line: daily+ periods output 'date' only, minute periods output 'datetime'
- Transactions (tick-by-tick): combine date param + hour/minute into 'datetime'
- XdxrRecord, HistoricalFundFlow: year/month/day merged to 'date'
- MinuteBar: rename unknown_1 to _unknown_1 (hidden from DataFrame)
- MinuteBar: add datetime column computed from bar index (A-share 240-bar pattern)
- get_minute_time_data: use history endpoint only (current-day endpoint broken in pytdx too)
- Update all examples to reflect new DataFrame column names
2026-05-22 04:19:07 +08:00
GitHubandClaude Opus 4.7 0d7f7aead1 docs: rewrite README introduction with ecosystem context
Position easy-tdx within the tdx open-source lineage (pytdx, mootdx,
xmtdx), acknowledging foundational contributions while highlighting
the protocol-level rewrite and technical characteristics.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-21 23:43:56 +08:00
GitHubandClaude Opus 4.7 50491f9aae feat!: rename project from xmtdx to easy-tdx
- Package directory: src/xmtdx/ -> src/easy_tdx/
- Import path: from easy_tdx import ...
- pip install easy-tdx
- Add LICENSE (MIT) with upstream attribution (pytdx, xmtdx)
- Add NOTICE with detailed attribution
- Update all examples, tests, scripts, docs
- Bump version to 1.0.0

BREAKING CHANGE: import path changed from `xmtdx` to `easy_tdx`

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-21 23:21:21 +08:00
GitHubandClaude Opus 4.7 9c5672b4d2 feat: add extended market, offline data reader, rewrite README
- Add ExTdxClient/AsyncExTdxClient for futures, HK stocks, etc (port 7727)
- Add offline module: read daily bars, minute bars, blocks, gbbq, financials
  from local TDX installation directory (inspired by pytdx)
- Add examples 09 (file download) and 10 (offline data reading)
- Rewrite README with comprehensive API docs and code examples
- Add TdxFileNotFoundError and TdxOfflineError exceptions

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-21 23:03:08 +08:00
GitHubandClaude Opus 4.7 321043f9a5 feat: add professional financial data support via calc server
Add CALC_HOSTS, financial file list/record parsing (codec/financial.py),
new client methods (get_financial_file_list, get_financial_file,
get_financial_records) with async counterparts, and example 09 demo.

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-21 20:15:42 +08:00
GitHubandClaude Opus 4.7 7fd6e610cf feat: add examples (01-08), fix index bars parsing, add ruff hook
- Add example scripts for all API categories (connection, market info,
  kline, minute, transaction, finance, block, fund flow)
- Fix GetIndexBarsCmd: index bar records have 4 extra bytes (advance/
  decline counts) that were not consumed, causing pos drift and
  corrupted dates/volumes for all records after the first
- Fix price_limits.py example (SecurityQuote has no name attr)
- Fix finance_info.py display (scientific notation -> formatted numbers)
- Add PostToolUse ruff hook (scripts/ruff_hook.py)

Co-Authored-By: Claude Opus 4.7 <noreply@anthropic.com>
2026-05-21 18:36:50 +08:00
Justin Gu ace1099ab0 chore: add CLAUDE.md and .claude config 2026-05-21 13:02:27 +08:00
Justin Gu 604f7cdf57 feat: expand KNOWN_HOSTS with 42 servers from TDX connect.cfg 2026-05-21 13:00:00 +08:00
minionszyw b3c1c555af Bump version to 0.1.1 2026-04-22 19:47:21 +08:00
minionszyw 7c085f7537 Normalize xdxr per-share fields 2026-04-22 19:42:34 +08:00
minionszyw d6788e67b3 Document BJ security list limitation 2026-04-22 19:05:38 +08:00
minionszyw 91f6a884d5 Fix security list pre-close decoding 2026-04-22 18:50:07 +08:00
minionszyw 41cb3bfd28 Fix current minute data client path 2026-04-22 18:34:59 +08:00
minionszyw aa3b1ac319 Fix transport and fund flow protocol edge cases 2026-04-22 17:54:13 +08:00
M 4cb48daabb Add live fallbacks for history fund flow and price limits 2026-04-15 21:23:13 +08:00
M 96f14f70bc Fix protocol regressions and clarify experimental APIs 2026-04-15 21:02:26 +08:00
M daaba7dc13 feat: 补全 A 股历史资金流向序列功能
1. 新增命令:实现 GetHistoryFundFlowCmd (0x052d Category 22) 用于拉取历史资金分布。
2. 新增模型:增加 HistoricalFundFlow 结构,支持超大/大/中/小单的双向统计。
3. 客户端 API:TdxClient/AsyncTdxClient 增加 get_history_fund_flow() 接口。
4. 单元测试:在 test_a_share_extensions.py 中增加响应包解析逻辑验证。
5. 文档更新:README.md 同步 API 及数据模型定义。
2026-04-15 15:26:51 +08:00
M 4dabbf6d15 feat: A 股深度数据补全与全市场覆盖方案
1. 全市场覆盖:增加北交所 (Market.BJ) 支持,实现沪深京三市 A 股 100% 物理一致获取。
2. 资金流向:实现 get_fund_flow() 接口,基于 Tick 数据实现超大/大/中/小单加权统计。
3. 行业挂载:实现 tdxhy.cfg 解析,支持全量 A 股列表自动关联通达信/申万行业标签。
4. 市场统计:完善 get_market_stat() 接口,支持获取全 A 股涨跌家数及成交额。
5. 健壮性与测试:补全 a_share_extensions 单元测试,重构心跳测试以消除外部依赖,全量测试 100% 通过。
6. 文档对齐:README.md 同步更新特性、API 列表及数据模型。
2026-04-15 12:57:28 +08:00
M 0352229fa3 cleanup: 删除开发过程中的中间验证脚本 2026-04-15 11:15:54 +08:00
M ad2fc9c84c feat: 实现全量 A 股列表获取与行业信息自动挂载
1. 编解码器:新增 codec/industry.py 用于解析 tdxhy.cfg 行业配置。
2. 数据模型:SecurityInfo 增加 industry_tdx 和 industry_sw 字段。
3. 客户端 API:增加 get_security_list_all(),支持分页拉取全市场 A 股并自动匹配行业标签。
4. 通讯优化:更新 KNOWN_HOSTS 包含更稳定的华为云及招商证券节点。
5. 文档更新:README.md 同步 API 及数据模型变更。
2026-04-14 22:57:45 +08:00
M b049511010 feat: 增加全市场涨跌统计功能并更新特性文档
1. 核心模型:增加 MarketStat dataclass。
2. 客户端 API:TdxClient 和 AsyncTdxClient 增加 get_market_stat() 方法。
3. 实现细节:基于通达信统计指数 880005 解析上涨、下跌、平盘及成交额数据。
4. 文档更新:README.md 特性章节添加保活机制与全市场统计说明。
2026-04-14 19:06:24 +08:00
M 081f851c6d feat: AsyncTdxClient 增加心跳保活机制
1. 在 AsyncTdxClient 中增加后台心跳任务,默认每 60 秒发送一次请求。
2. 支持在连接成功后自动启动,并在连接关闭时自动停止心跳任务。
3. 增加单元测试 tests/unit/test_heartbeat.py 验证心跳循环与清理逻辑。
2026-04-14 18:11:05 +08:00
M 2fbc7b9782 feat: 完善实时行情字段并增加大文件拉取功能
1. 行情增强:解析 SecurityQuote 中的 limit_up (涨停价) 和 limit_down (跌停价)。
2. 新增命令:实现 GetReportFileCmd (0x06B9),支持从服务器拉取 base_info.zip 等大文件。
3. 客户端 API:TdxClient/AsyncTdxClient 增加 get_report_file 方法,支持自动分片。
4. 验证脚本:增加 verify_limits.py 和 verify_report_file.py 实测脚本。
5. 文档更新:README.md 同步 API 变更及数据模型更新。
2026-04-14 17:57:54 +08:00
M fcd14c1d49 feat: 增加板块信息(block_info)获取与解析功能
1. 核心模型:增加 TdxBlock dataclass。
2. 协议命令:实现 GetBlockInfoMetaCmd 与 GetBlockInfoCmd。
3. 编解码器:增加 codec/block.py,支持 .dat 板块文件二进制解析。
4. 客户端 API:TdxClient 和 AsyncTdxClient 增加 get_block_info(),支持分片拉取。
5. 测试与验证:增加单元测试 tests/unit/test_block_info.py 及实测脚本。
6. 文档更新:README.md 同步 API 及安装说明。
2026-04-14 17:23:54 +08:00
MandClaude Sonnet 4.6 74ae6b6975 fix: xdxr_info 股本字段改用 _decode_volume 解码,单位万股
股本字段(category 2–10 的 panqian_liutong / panhou_liutong /
qian_zongguben / hou_zongguben)与成交量字段使用相同的通达信自定义
4 字节浮点格式;原 float(uint32) 直解差约 374 倍。

改用 _decode_volume 后,最近一条 hou_zongguben(3,330,583.75 万股)
与 FinanceInfo.zong_guben / 10000(3,330,583.75 万股)完全吻合。

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-14 14:38:45 +08:00
M 22edefcfd2 docs: 调整 README.md 结构,提升用户友好度 2026-04-14 13:52:20 +08:00
M 9e7b72a98f docs: 更新 README.md 内容 2026-04-14 13:39:42 +08:00
minionszyw 16c237d5a0 Harden transport and decode paths 2026-04-11 21:47:08 +08:00
minionszywandClaude Sonnet 4.6 68bd74e0c3 docs: 补充 README.md
Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-11 20:59:27 +08:00
minionszywandClaude Sonnet 4.6 0fa685dbdd feat: 离线 fixture 测试、unknown 字段探测脚本、高可用传输层
- tests/fixtures/:录制 12 条命令真实响应 body(hex),配套 json 预期值
- tests/unit/test_commands_offline.py:13 个离线 pytest,无需网络,验证
  各命令解析正确性及所有已知 bug 修复(#1~#5)
- scripts/probe_unknowns.py:对比 unknown_1/2/3/5~8 与均价、涨停价等假设,
  输出相关性分析报告,供后续字段逆向使用
- transport/sync.py:新增 ping_host()、ping_all()(并发测速)、KNOWN_HOSTS
- client.py:TdxClient.from_best_host() 工厂方法(自动优选最低延迟服务器)、
  TdxClient.ping_all() 静态代理、_execute() 断线自动重连(重试一次)
- 修复 GetTransactionDataCmd.parse_response 多余 skip 参数调用

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-11 20:33:41 +08:00
minionszywandClaude Sonnet 4.6 283682f6b4 feat: 初始实现 xmtdx —— 从零实现通达信 TCP A 股行情客户端
替代年久失修的 pytdx,修复已知 bug,保留未解字段供逆向分析。

主要内容:
- codec 层:get_price 变长编码、get_volume 自定义浮点、datetime/frame 解析
- transport 层:同步(socket)+ 异步(asyncio)双实现,共用命令层
- 命令层(11 条):security_count/list/quotes/bars、minute_time(今日+历史)、
  transaction(当日+历史)、xdxr_info、finance_info、company_info
- 高层 API:TdxClient + AsyncTdxClient
- 单元测试 26 条,全部通过;真实服务器集成测试覆盖全部命令

修复 pytdx Bug #1–5:xdxr 循环读取错误位置、GBK 截断崩溃、
pre_close 误用 get_volume、逐笔/分时未解字段被丢弃

Co-Authored-By: Claude Sonnet 4.6 <noreply@anthropic.com>
2026-04-11 19:55:19 +08:00